摘要
电力市场环境下,发电公司可以通过策略性投标来获得最大利润。在分析策略性报价研究现状的基础上,建立了基于博弈论和概率论的发电报价数学模型,结合发电公司追求利润最大化的目标,对发电公司竞标成功的概率进行了详细的分析,通过比较发电报价与市场出清价两者之间大小关系的可能性概率及其数学期望的求解,给出了满足发电公司期望效用函数最大的最优报价策略方法。算例分析的结果验证了该方法的有效性和可操作性。
In electricity market environment, generation company can gain maximum profits with tactical bidding strategies. Based on these present bidding strategies, this paper presents a mathematical bidding model based on probability theory and game theory. In order to meet the maximum profits for generation company, it details the successful bidding possibility of generation company, and draws an optimal bidding strategies that can fulfill the maximum expectation profits by comparing the possibility distributing of bidding and market clearing price （MCP） and solving mathematical expectation. A simple numerical example proves, the given model and method are effective and feasible.
出处
《继电器》
CSCD
北大核心
2006年第10期41-45,共5页
Relay
基金
贵州省科技厅工业攻关项目(黔科合(2004)GGY030)
关键词
电力市场
博弈论
概率论
竞价策略
electricity market
game theory
probability theory
bidding strategy
